+6,640.8%
SPGI vs DGX
+8,796.3%
-2,155.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +5.4% | -1.2% | +6.6% | +5.7% |
| 3M | +9.0% | +19.9% | -10.9% | +3.4% |
| 6M | +0.8% | +19.2% | -18.4% | -4.4% |
| YTD | -12.6% | +37.5% | -50.0% | -20.8% |
| 1Y | -16.1% | +31.3% | -47.4% | -23.1% |
| 3Y | +19.0% | +96.6% | -77.6% | -3.9% |
| 5Y | +5.1% | +64.3% | -59.2% | -11.2% |
| 10Y | +295.5% | +241.1% | +54.3% | +170.7% |
| All | +6,640.8% | +8,796.3% | -2,155.5% | +2,482.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DGX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling